Asymptotic limit properties of the occupation measure for a transient Brownian sheet

Huonan Lin and Jian Wang

Statistics & Probability Letters, 2011, vol. 81, issue 12, 1978-1985

Abstract: We present sharp asymptotic limit properties of the maximum of the occupation measure around intervals for a transient Brownian sheet. The corresponding multifractal analysis via packing dimension for occupation measures is also established.

Keywords: Transient Brownian sheet; Occupation measure; Packing dimension (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1016/j.spl.2011.08.013

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